The present invention relates to a compressor for a gas turbine, more particularly, to a compressor blade locking device for a compressor blade engaged in an axial groove of a disk. A gas turbine generally comprises a compressor, a combustor, and a turbine, wherein the compressor provides compressed air generated by a compressor blade to the combustor. During operation of the compressor, while the compressor blade is radially retained by a dovetail joint structure of an attachment of the compressor blade and an axial groove of a disk of the compressor, axial retention of the compressor blade requires an additional locking device because the axial groove of the disk has open ends in an axial direction. As the additional locking device, a longitudinal wedge is inserted between the attachment of the compressor blade and the axial groove of the disk or a plate is provided in front of the attachment of the compressor blade. However, while axial force of the compressor blade is very large, the above locking devices do not effectively relieve a stress of the axial force and require a complicated structure. In addition, these techniques increase the number of required parts and make the manufacturing process complicated.